+31.2%
INTC vs NOC
+65.6%
-34.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.1% |
| 7D | +17.1% | +4.5% | +12.6% | +17.2% |
| 30D | -40.5% | +14.1% | -54.5% | -40.2% |
| 3M | -39.4% | -4.5% | -34.9% | -39.2% |
| 6M | -49.3% | -0.8% | -48.5% | -49.0% |
| YTD | +65.9% | -2.5% | +68.4% | +66.6% |
| 1Y | +61.5% | -0.1% | +61.6% | +61.9% |
| 3Y | +59.6% | +24.6% | +35.0% | +55.1% |
| 5Y | +31.2% | +65.6% | -34.4% | +14.2% |
| All | +31.2% | +65.6% | -34.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling